[PDF][PDF] The performance of hybrid ARIMA-GARCH modeling in forecasting gold price

SR Yaziz, NA Azizan, R Zakaria, MH Ahmad - 20th international congress …, 2013 - Citeseer
Gold has been considered a safe return investment because of its characteristic to hedge
against inflation. As a result, the models to forecast gold must reflect its structure and pattern …

[PDF][PDF] A review on optimization of least squares support vector machine for time series forecasting

Y Yusof, Z Mustaffa - International Journal of Artificial Intelligence & …, 2016 - academia.edu
ABSTRACT Support Vector Machine has appeared as an active study in machine learning
community and extensively used in various fields including in prediction, pattern recognition …

Using market sentiment analysis and genetic algorithm-based least squares support vector regression to predict gold prices

FC Yuan, CH Lee, C Chiu - International Journal of Computational …, 2020 - Springer
Gold price prediction has long been a crucial and challenging research topic for gold
investors. In conventional models, most scholars have used the historical gold price or …

Forecasting of Energy-Related CO2 Emissions in China Based on GM(1,1) and Least Squares Support Vector Machine Optimized by Modified Shuffled Frog Leaping …

S Dai, D Niu, Y Han - Sustainability, 2018 - mdpi.com
Presently, China is the largest CO2 emitting country in the world, which accounts for 28% of
the CO2 emissions globally. China's CO2 emission reduction has a direct impact on global …

Enhanced artificial bee colony for training least squares support vector machines in commodity price forecasting

Z Mustaffa, Y Yusof, SS Kamaruddin - Journal of Computational Science, 2014 - Elsevier
The importance of optimizing machine learning control parameters has motivated
researchers to investigate for proficient optimization techniques. In this study, a Swarm …

LS-SVM hyper-parameters optimization based on GWO algorithm for time series forecasting

Z Mustaffa, MH Sulaiman… - 2015 4th international …, 2015 - ieeexplore.ieee.org
The importance of optimizing Least Squares Support Vector Machines (LSSVM) embedded
control parameters has motivated researchers to search for proficient optimization …

Training LSSVM with GWO for price forecasting

Z Mustaffa, MH Sulaiman… - … conference on informatics …, 2015 - ieeexplore.ieee.org
This paper presents a hybrid forecasting model namely Grey Wolf Optimizer-Least Squares
Support Vector Machines (GWO-LSSVM). In this study, a great deal of attention was paid in …

Dengue outbreak prediction: hybrid meta-heuristic model

Z Mustaffa, MH Sulaiman, F Emawan… - 2018 19th IEEE …, 2018 - ieeexplore.ieee.org
Parameter tuning of Leas Squares Support Vector Machines (LSSVM) hyper-parameters,
namely regularization parameter and kernel parameters plays a crucial role in obtaining a …

Arima model for predicting the development of the price of gold: European approach

L Gaspareniene, R Remeikiene - Ekonomicko-manazerske spektrum, 2020 - ceeol.com
Time series analysis has a long tradition in economics. The foundations of the current time
series analysis, focusing on modelling of the development of one time series, were laid in …

Cost estimation using ANFIS

E Lotfi, M Darini, MR Karimi-T - The Engineering Economist, 2016 - Taylor & Francis
Cost function estimation is vital for decision-making in project management. In this article, a
novel cost estimator is investigated based on an adaptive neuro-fuzzy inference system …